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^IXIC vs. QQQM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^IXIC vs. QQQM

Last updated May 16, 2025

Compare and contrast key facts about NASDAQ Composite (^IXIC) and Invesco NASDAQ 100 ETF (QQQM).

QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or QQQM.

Correlation

The correlation between ^IXIC and QQQM is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

^IXIC vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^IXIC:

0.55

QQQM:

0.62

Sortino Ratio

^IXIC:

1.06

QQQM:

1.15

Omega Ratio

^IXIC:

1.15

QQQM:

1.16

Calmar Ratio

^IXIC:

0.68

QQQM:

0.79

Martin Ratio

^IXIC:

2.24

QQQM:

2.58

Ulcer Index

^IXIC:

7.41%

QQQM:

6.97%

Daily Std Dev

^IXIC:

26.01%

QQQM:

25.20%

Max Drawdown

^IXIC:

-77.93%

QQQM:

-35.05%

Current Drawdown

^IXIC:

-5.26%

QQQM:

-3.57%

Returns By Period

In the year-to-date period, ^IXIC achieves a -1.03% return, which is significantly lower than QQQM's 1.76% return.

^IXIC

YTD

-1.03%

1M

13.61%

6M

0.02%

1Y

14.16%

5Y*

16.27%

10Y*

14.21%

QQQM

YTD

1.76%

1M

13.38%

6M

2.45%

1Y

15.45%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^IXIC vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6868
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6666
Martin Ratio Rank
QQQM
The Risk-Adjusted Performance Rank of QQQM is 6868
Overall Rank
The Sharpe Ratio Rank of QQQM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 7070
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IXIC vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Invesco NASDAQ 100 ETF (QQQM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ^IXIC Sharpe Ratio is 0.55, which is comparable to the QQQM Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ^IXIC and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

^IXIC vs. QQQM - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for ^IXIC and QQQM. For additional features, visit the drawdowns tool.

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Volatility

^IXIC vs. QQQM - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 7.89% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.48%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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